+54.5%
PPG vs AMBA
-0.9%
+55.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +0.7% | +2.7% | -1.9% | +0.3% |
| 30D | +17.6% | -2.2% | +19.7% | +17.7% |
| 3M | +7.5% | -26.6% | +34.1% | +12.1% |
| 6M | +17.6% | -26.8% | +44.4% | +19.5% |
| YTD | +22.6% | -15.1% | +37.7% | +20.2% |
| 1Y | +28.0% | -32.3% | +60.3% | +29.8% |
| 3Y | +1.8% | +19.8% | -18.0% | -11.6% |
| 5Y | -15.5% | -69.2% | +53.8% | -14.6% |
| All | +54.5% | -0.9% | +55.4% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling